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Bridge mixtures of random walks on an Abelian group

  • University of Padova
  • University of Potsdam

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we characterize (mixtures of) bridges of a continuous time random walk with values in a countable Abelian group. Our main tool is a conditional version of Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of such random processes. We observe in particular how their structure depends on the algebraic properties of the underlying group.

Original languageEnglish
Pages (from-to)1518-1537
Number of pages20
JournalBernoulli
Volume23
Issue number3
DOIs
Publication statusPublished - 1 Aug 2017
Externally publishedYes

Keywords

  • Random walk on Abelian group
  • Reciprocal class
  • Stochastic bridge

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